keyword Hull-White model / (1 Article)
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Analytical and numerical solutions for the pricing of a combination of two financial derivatives in a market under Hull-White model
Journal ArticleWriter : Sahebi Fard، Hossein ؛ Abdolbaghi Ataabadi، Abdolmajid ؛ Corresponding Author : Dastranj، Elham ؛
Journal:Advances in Mathematical Finance and Applications»Autumn 2022, Volume 7 - Issue 4 Ranking: الف/ISC (11 page(s) - From 1013 to 1023 )
Keywords:zero-coupon bond optionHull-White modelparabolic differential equation
| Journal (Article count) |
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| Journal Advances in Mathematical Finance and Applications 1 |
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